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DPRE vs. REIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPRE vs. REIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Real Estate Income ETF (DPRE) and ALPS Active REIT ETF (REIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DPRE

1D
-0.29%
1M
2.73%
6M
YTD
1Y
3Y*
5Y*
10Y*

REIT

1D
1.27%
1M
3.57%
6M
18.45%
YTD
19.50%
1Y
21.33%
3Y*
11.38%
5Y*
5.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPRE vs. REIT - Yearly Performance Comparison


Correlation

The correlation between DPRE and REIT is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 15, 2026

0.77

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Return for Risk

DPRE vs. REIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DPRE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


REIT
REIT Risk / Return Rank: 5858
Overall Rank
REIT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
REIT Sortino Ratio Rank: 5353
Sortino Ratio Rank
REIT Omega Ratio Rank: 5353
Omega Ratio Rank
REIT Calmar Ratio Rank: 7070
Calmar Ratio Rank
REIT Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DPRE vs. REIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Income ETF (DPRE) and ALPS Active REIT ETF (REIT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DPREREITDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.91

Martin ratioReturn relative to average drawdown

8.62

DPRE vs. REIT - Sharpe Ratio Comparison


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Drawdowns

DPRE vs. REIT - Drawdown Comparison

The maximum DPRE drawdown since its inception was -3.57%, smaller than the maximum REIT drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for DPRE and REIT.


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Drawdown Indicators


DPREREITDifference

Max Drawdown

Largest peak-to-trough decline

-3.57%

-29.30%

+25.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-29.30%

Current Drawdown

Current decline from peak

-0.98%

0.00%

-0.98%

Average Drawdown

Average peak-to-trough decline

-0.87%

-10.22%

+9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

DPRE vs. REIT - Volatility Comparison


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Volatility by Period


DPREREITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.11%

13.34%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

18.55%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

18.36%

-2.25%

DPRE vs. REIT - Expense Ratio Comparison

DPRE has a 0.59% expense ratio, which is lower than REIT's 0.68% expense ratio.


Dividends

DPRE vs. REIT - Dividend Comparison

DPRE's dividend yield for the trailing twelve months is around 0.59%, less than REIT's 2.67% yield.


PositionTTM20252024202320222021
DPRE
Virtus Duff & Phelps Real Estate Income ETF
0.59%0.00%0.00%0.00%0.00%0.00%
REIT
ALPS Active REIT ETF
2.67%3.20%3.06%3.13%2.81%4.71%

Frequently Asked Questions


DPRE and REIT have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DPRE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DPRE is cheaper with a 0.59% expense ratio, compared with 0.68% for REIT.

REIT has the higher dividend yield at 2.67%, compared with 0.59% for DPRE.

They also come from different issuers: Virtus and ALPS. Their fees differ too: 0.59% for DPRE and 0.68% for REIT.

Portfolio Optimizer

Find the right allocation for DPRE and REIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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